A portable data storage device includes a control unit coupled via a predetermined interface with a computer having an operating system with user authority limits, and a memory divided into a segment I for storing related applications, a public segment II for temporarily storing instructions and data, and a hidden segment III for saving client data. In a method of accessing data via the portable data storage device, when the computer is to write data into or read data from the segment III, the data to be written or read is first temporarily stored in the segment II, and specific read or write instructions for a read/write level application interface are written into the segment II by the applications in the segment I and executed, so as to complete data exchange and access between the portable data storage device and the computer.